Estimation des modèles à deux régimes avec des données de panel

Rachid Boumahdi and Alban Thomas

Annals of Economics and Statistics, 1992, issue 28, 125-142

Abstract: A procedure for estimating parameters of a sample selection model with endogenous regressors is proposed for the case of panel data. The variance-covariance matrix is computed by adapting the Lee, maddala and Trost [1980] approach to panel data. An application of the model to the computation of returns to education is proposed; the instrumental matrices of Breusch-Mizon-Schmidt [1989] and Amemiya Macurdy [1986] are shown to be superior to the one of Hausman-Taylor [1981].

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1992:i:28:p:125-142

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